+1,315.7%
MU vs FDS
-17.4%
+1,333.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.5% | +9.6% | +5.9% |
| 7D | +9.0% | -1.9% | +10.9% | +8.8% |
| 30D | +13.8% | +9.0% | +4.8% | +14.5% |
| 3M | +2.1% | +18.9% | -16.8% | +3.8% |
| 6M | +153.8% | +35.1% | +118.7% | +152.7% |
| YTD | +256.4% | +5.5% | +250.9% | +273.8% |
| 1Y | +719.8% | -16.8% | +736.6% | +820.3% |
| 3Y | +1,360.4% | -28.1% | +1,388.4% | +1,570.7% |
| All | +1,315.7% | -17.4% | +1,333.1% | +1,590.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling